+1,395.4%
ASML vs TNA
+66.5%
+1,328.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.2% | +4.1% |
| 7D | -9.0% | -7.0% | -2.0% | -6.8% |
| 30D | -21.0% | -6.4% | -14.5% | -19.2% |
| 3M | -16.3% | -25.7% | +9.4% | -7.6% |
| 6M | -7.5% | -19.7% | +12.2% | -0.5% |
| YTD | +34.0% | +18.3% | +15.7% | +25.7% |
| 1Y | +39.3% | +24.6% | +14.7% | +27.6% |
| 3Y | +128.9% | +112.8% | +16.0% | +57.0% |
| 5Y | +76.1% | -49.5% | +125.6% | +75.7% |
| All | +1,395.4% | +66.5% | +1,328.9% | +855.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling